Analysis run in : 2024-07-20 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -69,789 | -20,960 | -0.605405 | 0.445232 |
| 1 | equities | 1170E1 | VIX FUTURES | -62,305 | -827 | -1.226074 | -1.555306 |
| 2 | equities | 239742 | RUSSELL E-MINI | -47,857 | 20,490 | -0.238166 | -0.890332 |
| 3 | equities | 12460+ | DJIA Consolidated | 15,248 | 7,442 | 1.036504 | 0.178396 |
| 4 | equities | 209742 | NASDAQ MINI | 6,709 | 278 | 0.396175 | -0.358724 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -5,293 | -501 | -1.368608 | -1.503910 |
| 6 | rates | 043602 | UST 10Y NOTE | -608,440 | -129,443 | -1.933855 | -0.460200 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,588,365 | -120 | -1.099955 | -1.756962 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,191,157 | 49,290 | -0.808750 | -0.766567 |
| 9 | rates | 020601 | UST BOND | -42,560 | -10,617 | -1.203250 | 0.013984 |
| 10 | rates | 045601 | FED FUNDS | -85,414 | 48,140 | -0.637771 | -0.073582 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 18,534 | 2,352 | 1.419299 | 2.157399 |
| 13 | currencies | 097741 | JAPANESE YEN | -154,355 | 31,833 | 0.175735 | -0.545778 |
| 14 | currencies | 099741 | EURO FX | 39,683 | 28,409 | 0.817231 | -0.001157 |
| 15 | currencies | 096742 | BRITISH POUND | 138,308 | 50,354 | 2.210350 | 2.825064 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 10,369 | 8,334 | 1.780202 | 2.406052 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -133,336 | -21,334 | -1.185136 | -1.484622 |
| 18 | currencies | 095741 | MEXICAN PESO | 61,668 | -1,585 | -1.195882 | -1.504688 |
| 19 | currencies | 112741 | NZ DOLLAR | 12,561 | -13,351 | 0.433441 | 0.783439 |
| 20 | currencies | 092741 | SWISS FRANC | -50,931 | -3,468 | -1.883725 | -1.337970 |
| 21 | commodities | 133741 | BITCOIN | -637 | -377 | 0.258328 | 0.675825 |
| 22 | commodities | 06765T | BRENT LAST DAY | -19,914 | -2,146 | 0.542885 | 0.238859 |
| 23 | commodities | 088691 | GOLD | 288,518 | 33,282 | 2.746551 | 1.769867 |
| 24 | commodities | 085692 | COPPER- #1 | 53,935 | 3,368 | -0.143084 | 0.771808 |
| 25 | commodities | 023651 | NAT GAS NYME | -96,583 | 11,312 | 0.601195 | 0.668703 |
| 26 | commodities | 111659 | GASOLINE RBOB | 38,482 | -4,815 | -0.887450 | -1.427043 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 16,322 | 2,588 | 0.581770 | 0.181300 |
| 28 | commodities | 084691 | SILVER | 56,034 | -119 | 1.173430 | 0.895289 |
| 29 | commodities | 076651 | PLATINUM | 23,110 | -539 | 0.275384 | 0.881074 |
| 30 | commodities | 002602 | CORN | -273,435 | 4,124 | -1.331862 | -1.087125 |
| 31 | commodities | 005602 | SOYBEANS | -192,498 | -14,844 | -1.385813 | -1.267415 |
| 32 | commodities | 001602 | WHEAT-SRW | -51,257 | -4,301 | -0.849222 | -0.556181 |
| 33 | commodities | 001612 | WHEAT-HRW | -29,903 | 753 | -0.610963 | -0.370022 |
| 34 | commodities | 057642 | LIVE CATTLE | 79,044 | -4,808 | 0.557122 | 0.405910 |
| 35 | commodities | 054642 | LEAN HOGS | 368 | -267 | -1.155333 | -1.485660 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 57,912 | -3,762 | 1.359624 | 0.407711 |
| 37 | commodities | 033661 | COTTON NO. 2 | -19,741 | -217 | -0.914416 | -1.231589 |
| 38 | commodities | 083731 | COFFEE C | 70,350 | -3,381 | 0.442965 | 0.958770 |
| 39 | commodities | 073732 | COCOA | 21,677 | 1,272 | 0.774975 | -0.523862 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,723 | 382 | 0.143891 | 0.855675 |
Plotting plotly¶
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